Religious beliefs must be founded on evidence; if they are not so founded, it is wrong to hold them. W. K. Clifford
If mistaken beliefs can be the source of unhappiness, then how do we correct such beliefs? By looking at the evidence for and against them.
Evidence is a set of facts that support a claim. A claim is simply a statement that is either true or false. Now if, after evaluating the evidence, it shows that the claim is probably true, you should accept the claim.
But watch out for confirmation bias. We tend to search for, interpret, and favor information that confirms what we already believe. And we tend to unconsciously ignore information that does not support our belief.
Now if there is little or no evidence for a claim, you should reject the claim as probably false. That means to no longer believe it and therefore stop acting as if it were true.
And if there is not enough evidence either way, you should suspend judgment about the claim. This also means stop believing it.
I am happier and more grounded in reality by living an evidence-based life. But truth sometimes has a bitter taste.